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You have $8,000 available for investment in two securities A and B and a one-year...

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Finance

You have $8,000 available for investment in two securities A and B and a one-year investment horizon. Security A has an expected return of 8% and a standard deviation of 9% while security B has an expected return of 3% and a standard deviation of 16%. If the correlation of the returns on these securities is -1, calculate the expected return of the minimum variance portfolio.

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